The colourful appearance of bird eggshells has long fascinated biologists and considerable research effort has focused on the structure and biochemistry of the avian eggshell matrix. The presence of tetrapyrrole pigments was identified nearly a century ago. Surprisingly, how the concentrations of avian eggshell pigments vary among related species, and whether this variability is associated with either eggshell appearance and/or species life-history traits, remains poorly understood. We quantified the concentrations of the two key eggshell pigments, protoporphyrin IX and biliverdin, from a diverse sample of eggshells stored at the Natural History Museum, Tring, UK. We explicitly tested how these two pigments are associated with physical measures of eggshell coloration and whether the pigment concentrations and colour diversity co-vary with phylogenetic affiliations among species. We also tested a series of comparative hypotheses regarding the association between the concentrations of the two pigments and specific life-history and breeding ecology traits. Across species, the average concentrations of protoporphyrin and biliverdin were positively correlated, and both strongly co-varied with phylogenetic relatedness. Controlling for phylogeny, protoporphyrin concentration was associated with a higher likelihood of cavity nesting and ground nesting, whereas biliverdin concentration was associated with a higher likelihood of non-cavity nesting habit and bi-parental provisioning. Although unlikely to be explained by a single function, the breeding ecology and life history-dependence of eggshell pigment concentrations in these comparative analyses implies that related species share pigment strategies, and that those strategies relate to broad adaptive roles in the evolution of variation in avian eggshell coloration and its underlying mechanisms.